Excel Realty N Infra Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.27% (-4.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9105 | 3.12 | |
| 0.1755 | 7.08 | |
| 0.6846 | 13.62 | |
| 0.2405 | 0.61 | |
| -0.5622 | -1.00 | |
| 0.6869 | 1.67 | |
| -0.4554 | -1.18 | |
| -0.1747 | -0.55 | |
| 0.5183 | 2.31 | |
| -0.4112 | -2.23 | |
| 0.6005 | 3.30 | |
| -1.2155 | -5.61 | |
| 1.1860 | 5.86 |
Estimation Period:
Aug 3, 2009 to Feb 6, 2026
Aug 3, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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